+2,494.3%
GPN vs SCCO
+31,184.4%
-28,690.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -4.3% | -2.7% | -1.7% | -3.9% |
| 30D | 0.0% | -0.7% | +0.7% | -0.3% |
| 3M | +35.8% | +8.1% | +27.7% | +31.8% |
| 6M | +22.0% | +4.1% | +17.9% | +18.5% |
| YTD | +15.2% | +41.1% | -25.9% | +1.7% |
| 1Y | +3.5% | +95.6% | -92.1% | -16.7% |
| 3Y | -26.9% | +179.3% | -206.2% | -48.0% |
| 5Y | -44.2% | +308.3% | -352.5% | -64.9% |
| 10Y | +27.3% | +1,090.2% | -1,062.9% | -40.8% |
| All | +2,494.3% | +31,184.4% | -28,690.0% | +357.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling